Replication code and pseudo data for "Institutional Brokerage Networks: Facilitating Liquidity Provision" by Han, Kim, and Nanda. 

This folder contains the R code that generate all figures and tables in our paper. Pseudo data are provided to illustrate the structure of the code.

Figure 1: Block trading in the U.S. equity market
Figure 2: Institutional brokerage networks: a graphical representation
Table 1: Network centrality and descriptive statistics
Table 2: Network centrality and return gap
Table 3: Network centrality and execution shortfall
Table 4: Double sorts on network centrality and fund flows
Table 5: Double sorts on network centrality and family size
Table 6: Double sorts on network centrality and liquidity of stock holdings
Table 7: Double sorts on network centrality and order size
Table 8: Double sorts on institution's centrality and broker's centrality
Table 9: Collapse of Lehman Brothers
Table 10: Network density and price impact of fire sales
